On correlation calculus for multivariate martingales

K. Dzhaparidze, P. Spreij

Research output: Working paper / Preprint › Working paper › Professional

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Original language	English
Place of Publication	Amsterdam
Publisher	Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication status	Published - 1990

Name	Serie Research Memoranda
No.	1990-81

Access to Document

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title = "On correlation calculus for multivariate martingales",

author = "K. Dzhaparidze and P. Spreij",

year = "1990",

language = "English",

series = "Serie Research Memoranda",

publisher = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",

number = "1990-81",

type = "WorkingPaper",

institution = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",

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